Lagrangian Relaxation

  • Claude Lemaréchal
Conference paper

DOI: 10.1007/3-540-45586-8_4

Part of the Lecture Notes in Computer Science book series (LNCS, volume 2241)
Cite this paper as:
Lemaréchal C. (2001) Lagrangian Relaxation. In: Jünger M., Naddef D. (eds) Computational Combinatorial Optimization. Lecture Notes in Computer Science, vol 2241. Springer, Berlin, Heidelberg

Abstract

Lagrangian relaxation is a tool to find upper bounds on a given (arbitrary) maximization problem. Sometimes, the bound is exact and an optimal solution is found. Our aim in this paper is to review this technique, the theory behind it, its numerical aspects, its relation with other techniques such as column generation.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • Claude Lemaréchal
    • 1
  1. 1.InriaMontbonnotFrance

Personalised recommendations